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We consider parabolic PDEs with randomly switching boundary conditions. In order to analyze these random PDEs, we consider more general stochastic hybrid systems and prove convergence to, and properties of, a stationary distribution.…

Probability · Mathematics 2020-03-13 Sean D. Lawley , Jonathan C. Mattingly , Michael C. Reed

We present a new energy-stable open boundary condition, and an associated numerical algorithm, for simulating incompressible flows with outflow/open boundaries. This open boundary condition ensures the energy stability of the system, even…

Fluid Dynamics · Physics 2015-10-08 Suchuan Dong

Cellular automata can simulate many complex physical phenomena using the power of simple rules. The presented methodological platform expresses the concept of programmable matter in which Newtons laws of motion are one of examples. Energy…

Cellular Automata and Lattice Gases · Physics 2023-01-10 Krzysztof Pomorski , Dariusz Kotula

Simulating the irreversible quantum dynamics of exciton and electron transfer problems poses a nontrivial challenge. Because the irreversibility of the system dynamics is a result of quantum thermal activation and dissipation caused by the…

Chemical Physics · Physics 2021-03-30 Seiji Ueno , Yoshitaka Tanimura

In a stochastic reaction network setting we consider the problem of tracking the fate of individual molecules. We show that using the classical large volume limit results, we may approximate the dynamics of a single tracked molecule in a…

Probability · Mathematics 2023-01-05 Daniele Cappelletti , Grzegorz A. Rempala

We investigate the use of partially twisted boundary conditions in a lattice simulation with two degenerate flavours of improved Wilson sea quarks. The use of twisted boundary conditions on a cubic volume (L^3) gives access to components of…

High Energy Physics - Lattice · Physics 2009-10-09 J. M. Flynn , A. Juttner , C. T. Sachrajda

The developing field of stochastic thermodynamics extends concepts of macroscopic thermodynamics such as entropy production and work to the microscopic level of individual trajectories taken by a system through phase space. The scheme…

Statistical Mechanics · Physics 2022-06-30 Cillian Cockrell , Ian J Ford

Sonoluminescence is the phenomena of light emission from a collapsing gas bubble in a liquid. Theoretical explanations of this extreme energy focusing are controversial and difficult to validate experimentally. We propose to use molecular…

Computational Physics · Physics 2018-05-16 Steven J. Ruuth , Seth Putterman , Barry Merriman

Stochastic chemical systems with diffusion are modeled with a reaction-diffusion master equation. On a macroscopic level, the governing equation is a reaction-diffusion equation for the averages of the chemical species. On a mesoscopic…

Numerical Analysis · Mathematics 2009-03-06 Stefan Engblom , Lars Ferm , Andreas Hellander , Per Lötstedt

In this work a phenomenological stochastic differential equation is proposed to model the time evolution of the radius of a pre-critical molecular cluster during nucleation (the classical order parameter). Such a stochastic differential…

Chemical Physics · Physics 2013-10-25 Miguel A. Durán-Olivencia , Fermín Otálora

Explicit simulations of fluid mixtures of highly size-dispersed particles are constrained by numerical challenges associated with identifying pair-interaction neighbors. Recent algorithmic developments have ameliorated these difficulties to…

Soft Condensed Matter · Physics 2022-12-07 Joseph M. Monti , Gary S. Grest

This chapter provides a brief introduction to the theory and practice of spatial stochastic simulations. It begins with an overview of different methods available for biochemical simulations highlighting their strengths and limitations.…

Quantitative Methods · Quantitative Biology 2018-10-02 Sanjana Gupta , Jacob Czech , Robert Kuczewski , Thomas M. Bartol , Terrence J. Sejnowski , Robin E. C. Lee , James R. Faeder

Sequential Monte Carlo (SMC) algorithms represent a suite of robust computational methodologies utilized for state estimation and parameter inference within dynamical systems, particularly in real-time or online environments where data…

A binary fluid mixture in contact with lateral particle reservoirs is considered. By imposing different particle concentrations in these reservoirs, the system can be maintained under controlled non-equilibrium conditions. Previous…

Statistical Mechanics · Physics 2026-04-01 O. Politano , Alejandro L. Garcia , F. Baras , M. Malek Mansour

This paper develops a unified methodology for probabilistic analysis and optimal control design for jump diffusion processes defined by polynomials. For such systems, the evolution of the moments of the state can be described via a system…

Optimization and Control · Mathematics 2017-02-03 Andrew Lamperski , Khem Raj Ghusinga , Abhyudai Singh

We introduce the stochastic Boltzmann equation (SBE) as an approach for exploring the spin dynamics of magnetic molecules coupled to a stochastic environment. The SBE is a time-evolution equation for the probability density of the spin…

Materials Science · Physics 2016-03-15 Daniel M. Packwood , Helmut G. Katzgraber , Winfried Teizer

Most computer simulations of molecular dynamics take place under equilibrium conditions--in a closed, isolated system, or perhaps one held at constant temperature or pressure. Sometimes, extra tensions, shears, or temperature gradients are…

Statistical Mechanics · Physics 2022-05-25 Alex Albaugh , Todd R. Gingrich

Biochemical networks play a crucial role in biological systems, implementing a broad range of vital functions. They normally operate at low copy numbers and in spatial settings, but this is often ignored and well-stirred conditions are…

Molecular Networks · Quantitative Biology 2017-05-25 Thomas R. Sokolowski , Pieter Rein ten Wolde

Understanding the behavior of biomolecules such as proteins requires understanding the critical influence of the surrounding fluid (solvent) environment--water with mobile salt ions such as sodium. Unfortunately, for many studies, fully…

Soft Condensed Matter · Physics 2015-05-27 J. P. Bardhan , D. A. Tejani , N. S. Wieckowski , A. Ramaswamy , M. G. Knepley

Accurate representation of atmosphere-ocean boundary layers, including the interplay of turbulence, surface waves, and air-sea fluxes, remains a challenge in geophysical fluid dynamics, particularly for climate simulations. This study…

Atmospheric and Oceanic Physics · Physics 2025-09-04 Long Li , Etienne Mémin , Bertrand Chapron